The ability to keep the DOS window open after running the MATLAB Compiler generated stand-alone application by double clicking it, is not available with MATLAB Compiler 4.6 (R2007a).
The DOS window closing when an application terminates is an operating system functionality.
As a workaround to this issue, you would first need to open a DOS window and execute your application from within it, as follows
1. Go to "Start->Run"
2. Type "cmd" and press "OK"
3. In the DOS command window, navigate to the directory containing your application and type the name of the executable.
